CPM Investing LLC - Research and Investment Publications
I appreciate you taking a look. Please email me with comments.
The table below shows performance statistics for the model portfolios in the Diamond publication for the year ending July 12, 2019.
The only model portfolio that underperformed all benchmarks was Diamond-Zircon Rot - Easy - 2 ETFs (sg227). This is because bond ETFs are not included in this model portfolio, and bonds did well over this time period. Similarly, the model portfolios that had a rate of return to variability ratio (RoR/Var) less than the VBINX and DJIA benchmarks are Sapphire and Emerald. These two model portfolios do not include bond ETFs either, also to make trading easier. Over a longer period, the lack of bonds is not likely to be as detrimental to returns as it has been during this period.
All three of the model portfolios mentioned (Diamond-Zircon Rot – Easy, Sapphire, and Emerald) are designed for easy trading. If you have an investment time horizon less than a few years or want to avoid periods of underperformance when bonds perform well, model portfolios that are not described as "easy trading" in the publications would be more appropriate.
90 seconds - June 19, 2019
A brief look at the number of price reversals occurring every 12 months over the last 100 years in one of the analyses of the DJIA.
9 minutes - June 15, 2019
I have used long-term performance simulations to develop estimates for each model portfolio's expected returns. Diamond (sg131) benefited from strong bond returns in period 2000 to roughly 2014. I have reduced the impact of bonds for that early period to make the historical record more realistic for what might be expected given a low interest rate environment.
7 minutes - May 2019
The first of the five signals in the D5 signal set was developed in 2007/8. It was developed as a stand-alone model. It is now one of five. The first signal has elements that make it redundant/less useful now that it is part of a broader set. I am replacing the first signal with its backup in model portfolios that have a rotational element.
6 minutes - May 2019
Onyx Initiated 2013 (s195)
Tested Real-time in volatile rate environment
Revised Onyx Series
PO Box 878, Summit, NJ 07902, USA
Copyright © 2014-2021 CPM Investing LLC - All Rights Reserved.
Focused 15 Investing and Market Resilience Index are registered trademarks of CPM Investing LLC